-39.0%
U vs FROG
+38.1%
-77.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.8% |
| 7D | -3.8% | -11.3% | +7.5% | +2.3% |
| 30D | +17.5% | +3.6% | +13.8% | +13.1% |
| 3M | +38.7% | +1.7% | +37.1% | +32.7% |
| 6M | +104.4% | +123.5% | -19.1% | +19.0% |
| YTD | -5.7% | +40.2% | -45.9% | -29.9% |
| 1Y | +3.7% | +81.0% | -77.3% | -36.1% |
| 3Y | +12.3% | +194.8% | -182.4% | -58.2% |
| 5Y | -68.8% | +131.8% | -200.6% | -87.6% |
| All | -39.0% | +38.1% | -77.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling